using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class EvwmaIndicatorTests { [Fact] public void EvwmaIndicator_Constructor_SetsDefaults() { var indicator = new EvwmaIndicator(); Assert.Equal("EVWMA - Elastic Volume Weighted Moving Average", indicator.Name); Assert.Equal(20, indicator.Period); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(20, indicator.MinHistoryDepths); } [Fact] public void EvwmaIndicator_ShortName_ReflectsPeriod() { var indicator = new EvwmaIndicator { Period = 14 }; Assert.Equal("EVWMA(14)", indicator.ShortName); var indicatorDefault = new EvwmaIndicator { Period = 20 }; Assert.Equal("EVWMA(20)", indicatorDefault.ShortName); } [Fact] public void EvwmaIndicator_MinHistoryDepths_EqualsPeriod() { var indicator = new EvwmaIndicator { Period = 10 }; Assert.Equal(10, indicator.MinHistoryDepths); Assert.Equal(10, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void EvwmaIndicator_Initialize_CreatesInternalEvwma() { var indicator = new EvwmaIndicator(); // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void EvwmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new EvwmaIndicator { Period = 5 }; indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000); // Process update for each bar to simulate history loading var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } // Line series should have a value double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); } [Fact] public void EvwmaIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new EvwmaIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000); } indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Add new bar indicator.HistoricalData.AddBar(now.AddMinutes(30), 130, 140, 120, 135, 1500); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void EvwmaIndicator_Value_TracksVolumeWeightedAverage() { var indicator = new EvwmaIndicator { Period = 10 }; indicator.Initialize(); var now = DateTime.UtcNow; var recordedValues = new List(); for (int i = 0; i < 50; i++) { // Create varying price patterns double open = 100 + i; double high = open + 10 + (i % 5); double low = open - 5; double close = (i % 2 == 0) ? high - 1 : low + 1; double vol = 1000 + (i * 100); indicator.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, vol); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); if (i > 0) { double val = indicator.LinesSeries[0].GetValue(0); recordedValues.Add(val); } } // EVWMA should produce finite values Assert.True(recordedValues.Count > 0, "Should have recorded values"); Assert.All(recordedValues, v => Assert.True(double.IsFinite(v))); // EVWMA values should be within price range (approximately) double avgValue = recordedValues.Average(); Assert.True(avgValue > 90 && avgValue < 200, $"EVWMA {avgValue} should be within reasonable price range"); } [Fact] public void EvwmaIndicator_DifferentPeriods_ProduceDifferentResults() { var indicator5 = new EvwmaIndicator { Period = 5 }; var indicator20 = new EvwmaIndicator { Period = 20 }; indicator5.Initialize(); indicator20.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 50; i++) { double open = 100 + i; double high = open + 10; double low = open - 5; double close = open + 5; double volume = 1000 + (i * 50); indicator5.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, volume); indicator20.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, volume); indicator5.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator20.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val5 = indicator5.LinesSeries[0].GetValue(0); double val20 = indicator20.LinesSeries[0].GetValue(0); // Different periods should produce different results Assert.NotEqual(val5, val20, 6); } [Fact] public void EvwmaIndicator_SlidingWindow_DropsOldValues() { var indicator = new EvwmaIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add initial bars with constant price/volume for (int i = 0; i < 3; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 101, 99, 100, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double valueAtConstant = indicator.LinesSeries[0].GetValue(0); // Add bars with higher prices - behavior should shift for (int i = 3; i < 6; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 200, 201, 199, 200, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double valueAfterHigh = indicator.LinesSeries[0].GetValue(0); // Value should have changed significantly as old volumes drop and new prices dominate Assert.True(valueAfterHigh > valueAtConstant + 50, $"EVWMA should increase as low-price bars drop out: {valueAtConstant} -> {valueAfterHigh}"); } }